The estimation of parameters in Black-Scholes model (Q2747762)

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scientific article; zbMATH DE number 1658253
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The estimation of parameters in Black-Scholes model
scientific article; zbMATH DE number 1658253

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    14 October 2001
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    Black-Scholes model
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    expected rate of return
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    volatility
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    The estimation of parameters in Black-Scholes model (English)
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